Assistant Professor
Department of Applied Mathematics the Hong Kong Polytechnic University Hong Kong Office: TU 803 Telephone: (852) 3400 3330 Email: tk.pong@polyu.edu.hk |

I am currently an assistant professor at Department of Applied Mathematics, the Hong Kong Polytechnic University.
This is my CV.

I received my Bachelor degree in 2004 from the Chinese University of Hong Kong, Department of Mathematics. I got my MPhil degree in 2006 in the same department under the supervision of Professor Kung Fu Ng. I started my PhD study in 2006 in Department of Mathematics of University of Washington, under the supervision of Professor Paul Tseng. After the disappearance of Professor Tseng, I was coadvised by Professor Maryam Fazel and Professor Rekha Thomas. I was in Simon Fraser University from July 2010 to March 2011 working with Professor Zhaosong Lu as a visiting researcher. I got my PhD degree in June 2011. From June 2011 to July 2013, I was a postdoctoral fellow at University of Waterloo, under the mentorship of Professor Stephen Vavasis and Professor Henry Wolkowicz. From July 2013 to July 2014, I was a PIMS postdoctoral fellow at University of British Columbia, working with Professor Michael Friedlander. I joined the Hong Kong Polytechnic University on Aug 1st, 2014.

I am teaching AMA1006 and co-teaching AMA502 (with Dr Zhen Pang) in semester 1, 2017-18.

**Broadly speaking: ** Continuous optimization

**Current focus:**

- Convex relaxations;
- First-order methods for large-scale (convex or nonconvex) problems;

- Constraint qualifications for convex optimization.
- Statistical computation;
- Robust optimization.

- A successive difference-of-convex approximation method for a class of nonconvex nonsmooth optimization problems (with Tianxiang Liu and Akiko Takeda) Submitted Oct 2017. code
- A non-monotone alternating updating method for a class of matrix factorization problems (with Xiaojun Chen and Lei Yang) Submitted May 2017. Codes available at Lei Yang's webpage

- A proximal difference-of-convex algorithm with extrapolation (with Xiaojun Chen and Bo Wen) To appear in Comput. Optim. Appl. code.
- Calculus of the exponent of Kurdyka-Lojasiewicz inequality and its applications to linear convergence of first-order methods (with Guoyin Li) To appear in Found. Comput. Math. DOI 10.1007/s10208-017-9366-8
- Peaceman-Rachford splitting for a class of nonconvex optimization problems (with Guoyin Li and Tianxiang Liu) Comput. Optim. Appl. 68, 2017, pp. 407-436. code
- Two-stage stochastic variational inequalities: an ERM-solution procedure (with Xiaojun Chen and Roger Wets) Math. Program. 165, 2017, pp. 71-111.
- Further properties of the forward-backward envelope with applications to difference-of-convex programming (with Tianxiang Liu) Comput. Optim. Appl. 67, 2017, pp. 489-520. code Codes further optimized and updated on June 26, 2016.
- Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems (with Xiaojun Chen and Bo Wen) SIAM J. Optim. 27, 2017, pp. 124-145.
- Alternating direction method of multipliers for a class of nonconvex and nonsmooth problems with applications to background/foreground extraction (with Xiaojun Chen and Lei Yang) SIAM J. Imaging Sci. 10, 2017, pp. 74-110.
- Penalty methods for a class of non-Lipschitz optimization problems (with Xiaojun Chen and Zhaosong Lu) SIAM J. Optim. 26, 2016, pp. 1465-1492. code A bug in the code Lp_proj is fixed on March 6, 2017.
- Douglas-Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems (with Guoyin Li) Math. Program. 159, 2016, pp. 371-401. code
- Eigenvalue, quadratic programming, and semidefinite programming relaxations for a cut minimization problem (with Hao Sun, Ningchuan Wang and Henry Wolkowicz) Comput. Optim. & Appl. 63, 2016, pp. 333-364. code
- Global convergence of splitting methods for nonconvex composite optimization (with Guoyin Li) SIAM J. Optim. 25, 2015, pp. 2434-2460.
- Gauge optimization and duality (with Michael Friedlander and Ives Macedo) SIAM J. Optim. 24, 2014 pp. 1999-2022.
- The generalized trust region subproblem (with Henry Wolkowicz) Comput. Optim. & Appl. 58, 2014, pp. 273-322. code
- Robust least square semidefinite programming with applications (with Guoyin Li and Alfred Ka Chun Ma) Comput. Optim. & Appl. 58, 2014, pp. 347-379. code
- Computing optimal experimental designs via interior point method (with Zhaosong Lu) SIAM J. Matrix Anal. A. 34, 2013, pp. 1556-1580. code
- Hankel matrix rank minimization with applications in system identification and realization (with Maryam Fazel, Defeng Sun and Paul Tseng) SIAM J. Matrix Anal. A. 34, 2013, pp. 946-977. code
- An alternating direction method for finding Dantzig selectors (with Zhaosong Lu and Yong Zhang) Comput. Stat. Data An. 56, 2012, pp. 4037-4946. ADMDS package
- Edge-based semidefinite programming relaxation of sensor network localization with lower bound constraints Comput. Optim. & Appl. 53, 2012, pp. 23-44. code
- Comparing SOS and SDP relaxations of sensor network localization (with Joao Gouveia) Comput. Optim. & Appl. 52, 2012, pp. 609-627. code
- Minimizing condition number via convex programming (with Zhaosong Lu) SIAM J. Matrix Anal. A. 32, 2011, pp. 1193-1211. code
- (Robust) Edge-based semidefinite programming relaxation of sensor network localization (with Paul Tseng) Math. Program. 130, 2011, pp. 321-358. code
- Trace norm regularization: reformulations, algorithms, and multi-task learning (with Paul Tseng, Shuiwang Ji and Jieping Ye) SIAM J. Optim. 20, 2010, pp. 3465-3489. code
- Constraint qualifications for convex inequality systems with applications in constrained optimization (with Chong Li and K. F. Ng) SIAM J. Optim. 19, 2008, pp. 163-187.
- The SECQ, linear regularity, and the strong CHIP for an infinite system of closed convex sets in normed linear spaces (with Chong Li and K. F. Ng) SIAM J. Optim. 18, 2007, pp. 643-665.

- Social resistance (with Michael Friedlander and Nathan Krislock) Comput. Sci. Eng. 18(2), 2016, pp. 98-103.

- The 5th International Conference on Continuous Optimization (Aug 6-11, 2016), Explicit estimation of KL exponent and linear convergence of 1st-order methods.
- Trends in Optimization Seminar, UW Seattle (June 8, 2016), Explicit estimation of KL exponent and linear convergence of 1st-order methods.
- The 5th Workshop on Optimization and Risk Management (June 2-3, 2016), Explicit estimation of KL exponent and linear convergence of 1st-order methods.
- The 4th Workshop on Optimization and Risk Management (Dec 16-17, 2015), Splitting methods for nonconvex feasibility problems.
- ISMP 2015 (July 12-17, 2015) Splitting methods for nonconvex feasibility problems.
- Tutte Seminar (July 10, 2015) Splitting methods for nonconvex feasibility problems.
- Workshop on Optimization and Data Analytics (May 13-14, 2015) Douglas-Rachford splitting for nonconvex feasibility problems.
- The 3rd Workshop on Optimization and Risk Management (Oct 20-21, 2014), Douglas-Rachford splitting for nonconvex feasibility problems.
- WCOM 2014 Spring (May 3, 2014), Gauge optimization and duality.
- WCOM 2013 Autumn (Oct 5, 2013), The proximal-proximal gradient algorithm, manuscript, code
- Optimization Days (May 6-8, 2013), Generalized trust region subproblem: analysis and algorithm.
- UW Optimization Seminar (Nov 20, 2012), Generalized trust region subproblem.
- ISMP 2012 (Aug 19-24, 2012), Generalized trust region subproblem: analysis and algorithm.
- Tutte Seminar (Nov 4, 2011), Convex relaxations of sensor network localization.
- Mid-west Optimization Meeting 2011 (Oct 14-15, 2011), Efficient solutions for large-scale trust region subproblem.
- Thesis defense (May 10, 2011), Convex optimization in sensor network localization and multi-task learning.
- SFU Optimization Seminar (Nov 4, 2010), SOS and SDP relaxations of sensor network localization.
- WCOM 2010 (May 9, 2010), ESDP relaxation of sensor network localization: analysis, extensions and algorithm.
- Talk at MIT (Nov 19, 2009), ESDP relaxation of sensor network localization: analysis, extensions and algorithm.
- ISMP 2009 (Aug 23-28, 2009), ESDP relaxation of sensor network localization: analysis, extensions and algorithm.
- MOPTA 2008 (Aug 18-20, 2008), ESDP relaxation of sensor network localization.
- UW Optimization Seminar (June 3, 2008), ESDP relaxation of sensor network localization.

Dr Guoyin Li at New South
Wales University.

Dr Joao Gouveia at University of
Coimbra.

My link on
Math Genealogy project.

My link on Google Scholar.

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